Robustness against dependence in PERT: An application of duality and distributions with known marginals

DOI10.1007/BFB0121119MaRDI QIDQ3722254zbMATH OpenOpenAlexFDO

Authors Willem K. Klein Haneveld

Publication date 1986

Published in Mathematical Programming Studies (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bfb0121119

zbMATH Keywords

dualityflow problemgeneralized transportation problemminimax approachPERT-type project planning problemrobustnessstochastic networkstwo-stage stochastic programworst-case joint distributions

Mathematics Subject Classification ID

Deterministic network models in operations research (90B10) Deterministic scheduling theory in operations research (90B35) Stochastic programming (90C15)

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